+48.7%
LUNR vs BB
-31.1%
+79.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -15.3% | -12.5% | -2.8% | -11.9% |
| 3M | -53.2% | -17.4% | -35.7% | -50.7% |
| 6M | -22.2% | +119.1% | -141.4% | -37.7% |
| YTD | -11.6% | +102.4% | -114.0% | -27.7% |
| 1Y | +68.4% | +98.2% | -29.8% | +36.9% |
| 3Y | +216.8% | +46.9% | +169.8% | +151.9% |
| All | +48.7% | -31.1% | +79.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling